There's no "right" answer for these types of questions, but most pick a trade they can use. You wouldn't personally benefit from mining/smithing much as a rogue, compared to skin/leatherwork. Some pick tailor if they plan to grind on humanoids for cash, since you'll get lots of cloth. Herb/alchemy is also good, as you can use the potions you make. Some take skinning/herbalism and just sell it at the AH.
I have 4 characters each doing something different, so I can mail what 1 finds to another that can use it. Alternate which one I log in with, and they have plenty of materials to craft with before leveling on all the rest XP, and then mail back things the others can use, like larger bags from a tailor. But to each their own.